First I'll say that it's unlikely that I'll ever get the game, but we'll see what happens. I've played a bit of Dark Souls 1 by the way. Also... incoming wall(s) of text.
1. How do you find out what you have to do, and where you have to go to do it? Do you [i]really[/i] have to just walk in every direction and go as far as you can until you realize it isn't where you're supposed to be? And how do you deal with dying and realize it isn't even the way you were supposed to go? I think I'd feel so crushed if I kept losing my souls if I wasn't even going the right way.
When I first tried Dark Souls 1 in 2014, I barely lasted at all. After the first area with the Asylum Demon, I figured it would be logical to go to the paths closest to me first. IIRC, Blighttown is just off of Firelink Shrine and I quit shortly after trying to go down there.
I've played Dark Souls 1 with a lot of guidance and help now this year, and I feel like I've gone a decent way, but I feel like I've been led down the wrong path and refuse to play without knowing what to do. Uncertainty and risk are some of my least favorite things in life to deal with.
2. How does co-op and PvP work? In Dark Souls 1, I think all you can do is have someone help you with a boss, then they disappear. But I think it's different in DS3. Can you join someone's game as a phantom and walk along with them throughout their journey? And I don't know how PvP really works. I've never invaded anyone or have been invaded in DS1.
Uncertainty and risk are part of the game, that's what makes it such a rush to get through tough areas and bosses.
Don't worry about going the "right" way, just feed your curiosity with exploration; the game is about carving your own path and conquering it on your rules. If you find yourself in an area seems too tough for you, explore another branching path; they will all take you to the same point in the end.